A Factored Approximate Inverse Preconditioner with Pivoting

  • Authors:
  • Matthias Bollhöfer;Yousef Saad

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2001

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Abstract

In this paper we develop new techniques for stabilizing factored approximate inverse preconditioners (AINV) using pivoting. This method yields stable preconditioners in many cases and can provide successful preconditioners in many situations when the underlying system is highly indefinite. Numerical examples illustrate the effectiveness of this approach.